Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52120.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47964.16 Kr¶

PnL: ---------------------------------------> -967.84 Kr¶

DD now: ---------------------------------> -1.882 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 11:25:05.226300'

Anic Portfolio¶

Today¶

Return: -0.279 %¶

This Week¶

Return: -0.374 %¶

Total portfolio value¶

Return including deposits: 70.629 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -1.900000 2262.750000 83.750000 3.840000 2179.000005
BHG Group 49 2.470000 710.500000 71.500000 11.190000 638.999984
Embracer Group B 26 1.160000 725.400000 63.400000 9.580000 661.999988
Vitrolife 3 0.410000 727.200000 50.200000 7.420000 677.000001
SynAct Pharma 9 3.670000 685.800000 40.800000 6.330000 645.000003
Addnode Group B 6 2.900000 789.000000 37.000000 4.920000 751.999998
Profoto Holding 7 5.240000 618.800000 36.800000 6.320000 581.999999
Biotage 4 0.880000 638.400000 35.400000 5.870000 603.000000
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
Humana 40 0.580000 696.000000 22.000000 3.260000 674.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Sdiptech B 3 0.150000 826.200000 4.200000 0.510000 822.000000
Eastnine 6 -1.960000 660.000000 3.000000 0.460000 657.000000
Volati 5 -0.170000 571.000000 -3.000000 -0.520000 574.000000
Fortnox 10 2.250000 663.400000 -4.600000 -0.690000 668.000000
Latour B 2 -0.180000 444.200000 -4.800000 -1.070000 449.000000
NCC B 7 0.430000 648.200000 -5.800000 -0.890000 653.999997
Sampo Oyj SDB 1 0.710000 498.000000 -7.000000 -1.390000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 0.070000 647.850000 -10.150000 -1.540000 657.999999
Gaming Innovation Group 161 0.390000 4169.900000 -18.100000 -0.430000 4187.999942
BONESUPPORT HOLDING 10 -0.740000 1205.000000 -19.000000 -1.550000 1224.000000
Indutrade 5 0.120000 1300.500000 -19.500000 -1.480000 1320.000000
Nolato B 12 -0.480000 624.000000 -24.000000 -3.700000 648.000000
SCA A 4 -2.460000 572.000000 -27.000000 -4.510000 599.000000
Lime Technologies 2 -0.180000 557.000000 -36.000000 -6.070000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Creades A 7 0.250000 552.650000 -58.350000 -9.550000 610.999998
Ambea 68 0.440000 2476.560000 -60.440000 -2.380000 2537.000032
Investor A 16 0.280000 3451.200000 -93.800000 -2.650000 3545.000000
Lundin Gold 7 -1.120000 868.000000 -106.000000 -10.880000 973.999999
Sedana Medical 135 -3.590000 4136.400000 -194.600000 -4.490000 4330.999935
New Wave B 40 -0.790000 3715.600000 -200.400000 -5.120000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.980000 2604.800000 -362.200000 -12.210000 2966.999993
TOTAL 47964.160000 -967.840000 -1.88227% 48931.999868

Updated:¶

'2023-06-16 11:25:22.274213'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶